IDEAS home Printed from https://ideas.repec.org/e/pjo140.html
   My authors  Follow this author

Michael K. Johnston

Personal Details

First Name:Michael
Middle Name:K.
Last Name:Johnston
Suffix:
RePEc Short-ID:pjo140
[This author has chosen not to make the email address public]
370 Helen Joseph Street Pretoria, GP 0001 South Africa

Affiliation

South African Reserve Bank

Pretoria, South Africa
http://www.resbank.co.za/

: (012) 313 3911
(012) 313 3749
P.O. Box 427, Pretoria 0001
RePEc:edi:rbagvza (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear rational expectations models," CAMA Working Papers 2014-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. José Dorich & Michael K. Johnston & Rhys R. Mendes & Stephen Murchison & Yang Zhang, 2013. "ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model," Technical Reports 100, Bank of Canada.
  3. Michael K. Johnston, 2009. "Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment," Staff Working Papers 09-36, Bank of Canada.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear rational expectations models," CAMA Working Papers 2014-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Denny Lie, 2009. "State-dependent pricing and optimal monetary policy," Working Papers 09-20, Federal Reserve Bank of Boston.
    2. EO, Yunjong & LIE, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Discussion paper series HIAS-E-58, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    3. Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
    4. Mutschler, Willi, 2015. "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113138, Verein für Socialpolitik / German Economic Association.

  2. José Dorich & Michael K. Johnston & Rhys R. Mendes & Stephen Murchison & Yang Zhang, 2013. "ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model," Technical Reports 100, Bank of Canada.

    Cited by:

    1. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    2. Denis Gorea & Oleksiy Kryvtsov & Tamon Takamura, 2016. "Leaning Within a Flexible Inflation-Targeting Framework: Review of Costs and Benefits," Discussion Papers 16-17, Bank of Canada.
    3. Olivier Coibion & Yuriy Gorodnichenko & Rupal Kamdar, 2017. "The Formation of Expectations, Inflation and the Phillips Curve," NBER Working Papers 23304, National Bureau of Economic Research, Inc.
    4. Laurence Savoie-Chabot & Mikael Khan, 2015. "Exchange Rate Pass-Through to Consumer Prices: Theory and Recent Evidence," Discussion Papers 15-9, Bank of Canada.
    5. Caputo, Rodrigo & Herrera, Luis Oscar, 2017. "Following the leader? The relevance of the Fed funds rate for inflation targeting countries," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 25-52.
    6. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2016. "Housing Market Dynamics and Macroprudential Policy," Staff Working Papers 16-31, Bank of Canada.
    7. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
    8. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2017. "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models," Econometrica, Econometric Society, vol. 85, pages 991-1012, May.
    9. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    10. Ásgeir Daníelsson & Bjarni G. Einarsson & Magnús F. Guðmundsson & Svava J. Haraldsdóttir & Thórarinn G. Pétursson & Signý Sigmundardóttir & Jósef Sigurðarson & Rósa Sveinsdóttir, 2015. "QMM - A Quarterly Macroeconomic Model of the Icelandic Economy," Economics wp71, Department of Economics, Central bank of Iceland.
    11. André Binette & Tony Chernis, Daniel de Munnik & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
    12. Rhys R. Mendes, 2014. "The Neutral Rate of Interest in Canada," Discussion Papers 14-5, Bank of Canada.
    13. Oleksiy Kryvtsov & Rhys R. Mendes, 2015. "The Optimal Level of the Inflation Target: A Selective Review of the Literature and Outstanding Issues," Discussion Papers 15-8, Bank of Canada.
    14. Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    15. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, June.
    16. Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
    17. Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016. "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers 627, Bank of England.
    18. Michelle Lewis & C. John McDermott, 2016. "New Zealand's experience with changing its inflation target and the impact on inflation expectations," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
    19. Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    20. Tatjana Dahlhaus & Kristina Hess & Abeer Reza, 2014. "International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada," Staff Working Papers 14-43, Bank of Canada.
    21. Sergiy Nikolaychuk & Yurii Sholomytskyi, 2015. "Using Macroeconomic Models for Monetary Policy in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, Monetary Policy and Economic Analysis Department, issue 233, pages 54-64, September.
    22. José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers 18-17, Bank of Canada.
    23. Stephen S. Poloz, 2016. "The Paul Storer Memorial Lecture—Cross-Border Trade Integration and Monetary Policy," Discussion Papers 16-20, Bank of Canada.
    24. Patrick Alexander & Jean-Philippe Cayen & Alex Proulx, 2017. "An Improved Equation for Predicting Canadian Non-Commodity Exports," Discussion Papers 17-1, Bank of Canada.
    25. Matthieu Verstraete & Lena Suchanek, 2017. "Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey," Staff Working Papers 17-24, Bank of Canada.
    26. Shaun de Jager & Michael Johnston & Rudi Steinbach, 2015. "Working Paper – WP/15/03- A Revised Quarterly Projection Model for South Africa," Working Papers 6839, South African Reserve Bank.
    27. Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
    28. Julien Champagne & Rodrigo Sekkel, 2017. "Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada," Staff Working Papers 17-39, Bank of Canada.
    29. Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
    30. Yahong Zhang, 2013. "Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada," Staff Working Papers 13-40, Bank of Canada.
    31. Stephen S. Poloz, 2016. "The Doug Purvis Memorial Lecture—Monetary/Fiscal Policy Mix and Financial Stability: The Medium Term Is Still the Message," Discussion Papers 16-13, Bank of Canada.

  3. Michael K. Johnston, 2009. "Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment," Staff Working Papers 09-36, Bank of Canada.

    Cited by:

    1. Rüdiger Bachmann & Lin Ma, 2016. "Lumpy Investment, Lumpy Inventories," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 821-855, August.
    2. Reiter, Michael & Sveen, Tommy & Weinke, Lutz, 2013. "Lumpy investment and the monetary transmission mechanism," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 821-834.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2010-01-16 2013-11-14 2014-10-03. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (2) 2014-09-25 2014-10-03. Author is listed
  3. NEP-ORE: Operations Research (1) 2014-10-03. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Michael K. Johnston should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.